The dignity of exile as opposed to the ignominy of capture or death.
By the rules of kanly (vendetta), Vladimir Harkonnen's beef is with the elder Atreides rather than his son or his concubine Jessica and he's not supposed to kill any of them, just dispossess them of their planet and put them into exile.
Rabban swallowed. “You must take immediate measures to hold a hostage
from each House Minor,” the Baron said. “As far as anyone off Arrakis
must learn, this was straightforward House-to-House battle. The
Sardaukar had no part in it, you understand? The Duke was offered the
usual quarter and exile, but he died in an unfortunate accident before
he could accept. He was about to accept, though. That is the story.
And any rumor that there were Sardaukar here, it must be laughed at.”
Dune by Frank Herbert
Mohiam is very well aware that bad Vlad will try to kill every single Atreides in order to end the blood feud. She's asking him to observe the rules and let Paul and Jessica go into exile rather than murdering them.